BAB V PENUTUP
5.2 Keterbatasan dan Saran
Terdapat beberapa keterbatasan dalam penelitian ini, sehingga untuk penelitian selanjutnya diharapkan memperhatikan hal-hal berikut yang menjadi saran untuk penelitian di masa yang akan datang, yaitu:
1. Keterbatasan dalam penelitian ini yaitu variabel yang digunakan dalam penelitian ini hanya dari sisi internal perusahaan yaitu manajemen risiko, good corporate governance, dan permodalan saja. Sehingga untuk penelitian selanjutnya diharapkan menambah variabel lain dari sisi eksternal perbankan yang dapat mempengaruhi profitabilitas, seperti tingkat suku bunga, inflasi dan sebagainya.
2. Periode pengamatan dalam penelitian ini hanya dari tahun 2011-2015, sehingga dalam penelitian selanjutnya diharapkan untuk menggunakan periode waktu yang lebih lama, sehingga dapat mengamati perilaku variabel dalam jangka waktu yang lebih lama.
3. Pada penelitian ini variabel independen hanya menggunakan risiko kredit, risiko likuiditas, dan risiko operasional. Peneliti selanjutnya diharapkan tidak hanya menggunakan risiko kredit, risiko likuiditas, dan risiko operasional tetapi dapat juga menambahkan atau menggunakan jenis risiko lainnya seperti risiko pasar, risiko hukum dan lain sebagainya, sehingga penelitian selanjutnya dapat menilai risiko yang dihadapi oleh bank dari berbagai aspek
87
Indonesia Banking School
DAFTAR PUSTAKA
A. Ajanthan. (2013). Impact of Corporate Governance Practices on Firm Capital Structure and Profitability: A Study of Selected Hotels and Restaurant Companies in Sri Lanka. Journal of Finance and Accounting, 4(10), Hal.
1-13.
Ali, M. (2006). Manajemen Risiko: Strategi Perbankan dan Dunia Usaha Menghadapi Tantangan Globalisasi Bisnis. Jakarta: PT. RajaGrafindo Persada.
Anggreni, Made Ria., Suardhika, I Made Sadha. (2014). Pengaruh Dana Pihak Ketiga, Kecukupan Modal, Risiko Kredit dan Suku Bunga Kredit pada Profitabilitas. E-Jurnal Akuntansi Universitas Udayana. 9(1), Hal. 27-38.
Arias, J., Jara, M., dan Rodriguez, A. (2014). Determinants of Bank Performance:
evidence for Latin America. Academia Revista Latinoamericana de Administracion, 27(2), Hal.164-182.
Attar, Dini., Islahuddin., dan Shabri. (2014). Pengaruh Penerapan Manajemen Risiko terhadap Kinerja Keuangan Perbankan yang terdaftar di Bursa Efek Indonesia. Jurnal Akuntansi, 3(1), Hal.10-20.
Bank Indonesia. Undang-Undang Republik Indonesia No. 7 tahun 1992 tentang Perbankan sebagaimana telah diubah dengan Undang-Undang No. 10 tahun 1998. 3 April 2016. http://www.bi.go.id/id/tentang-bi/uu- bi/Documents/uu_bi_1099.pdf
Bank Indonesia (2007). Surat Edaran Bank Indonesia Nomor: 9/12/DPNP perihal Pelaksanaan Good Corporate Governance bagi Bank Umum.
Bank Indonesia (2009). Peraturan Bank Indonesia Nomor: 11/25/PBI/2009 tentang Penerapan Manajemen Risiko bagi Bank Umum.
Bank Indonesia (2010). Lampiran 14 Surat Edaran Bank Indonesia Nomor:
12/11/DPNP tentang Pedoman Perhitungan Rasio Keuangan.
Bank Indonesia (2011). Surat Edaran Bank Indonesia Nomor: 13/24/DPNP tentang Penilaian Tingkat Kesehatan Bank Umum.
Bank Indonesia (2011). Surat Edaran Bank Indonesia Nomor: 13/23/DPNP Perihal: Perubahaan atas Surat Edaran Nomor 5/21/DPNP perihal Penerapan Manajemen Risiko bagi Bank Umum.
Bank Indonesia (2013). Peraturan Bank Indonesia Nomor: 15/02/PBI/2013 tentang Penetapan Status dan Tindak Lanjut Pengawasan Bank Umum Konvensional.
Bank Indonesia (2013). Peraturan Bank Indonesia Nomor: 15/15/PBI/2013 tentang Giro Wajib Minimum Bank Umum Dalam Rupiah dan Valuta Asing Bagi Bank Umum Konvensional.
Bank Indonesia (2013). Surat Edaran Bank Indonesia Nomor: 15/15/DPNP perihal Pelaksanaan Good Corporate Governance bagi Bank Umum.
Buchory, H. A. (2015). Banking Profitability: “How does the Credit Risk and Operational Efficiency Effect”. Journal of Business and Management Sciences, 3(4), Hal.118-123.
Capriani, Ni Wayan Wita., Dana, I Made. (2016). Pengaruh Risiko Kredit, Risiko Operasional dan Risiko Likuiditas terhadap Profitabilitas BPR di Kota Denpasar. E-Jurnal Manajemen Unud, 5(3), Hal.1-27.
Ervani, Eva. (2010). Analisis Pengaruh Capital Adequacy Ratio, Loan to Deposit Ratio, dan Biaya Operasional Bank terhadap Profitabilitas Bank Go Publik di Indonesia periode 2000-2007. JEJAK, 3(2), Hal.166.
Ghozali, Imam. (2013). Aplikasi Analisis Multivaiate dengan Program SPSS (7th ed). Semarang: BP Universitas Diponegoro.
Godfrey, J., et. al. (2010). Accounting Theory (7th ed). Australia: John Wiley &
Sons.
Gujarati, D. N. (2007). Dasar-dasar Ekonometrika Jilid 2. Jakarta: Erlangga.
Hasibuan, Malayu S. P. (2007). Dasar-dasar Perbankan. PT. Bumi Aksara.
Hery. (2014). Analisis Kinerja Manajemen: The Best Financial Analysis, Menilai Menilai Kinerja Manajemen Berdasrkan Rasio Keuangan. Jakarta: PT.
Grasindo.
Idroes, Ferry N., & Sugiarto. (2006). Manajemen Risiko Perbankan: Dalam Konteks Kesepakatan Basel dan Peraturan Bank Indonesia (1st ed).
Yogyakarta: Graha Ilmu.
Jensen, Michael C., Meckling, William H. (1976). Theory of the firm: Managerial behavior, agency cost and ownership structure. J. Financial Economics, 3, 305-360
Komite Nasional Kebijakan Governance. (2006). Pedoman Umum Good
89
Indonesia Banking School
Corporate Governance Indonesia.
Latumaerissa, J. R. (2011). Bank dan Lembaga Keuangan lain. Jakarta: Salemba Empat.
LSPP-IBI. (2013). Memahami Bisnis Bank: Modul Sertifikasi Tingkat I General Banking. Jakarta: PT. Gramedia Pustaka Utama.
Margaretha, F., & Zai, M. P. (2013). Faktor-faktor yang mempengaruhi Kinerja Keuangan Perbankan Indonesia. Jurnal Bisnis dan Akuntansi, 15(2), Hal.
133-141.
Muniroh, D. M. (2014). Analisis Kinerja Keuangan menggunakan Metode RGEC (Risk, GCG, Earning, Capital) pada Sektor Keuangan Perbankan. Jurnal Ilmu Manajemen, 2(2), Hal.1-16.
Nuswandari, Cahyani. (2009). Pengaruh Corporate Governance Perception Index terhadap Kinerja Perusahaan yang terdaftar di Bursa Efek Jakarta. Jurnal Bisnis dan Ekonomi. 16(2), Hal.70-84
Ototritas Jasa Keuangan. (2014). Peraturan Otoritas Jasa Keuangan Nomor:
18/POJK.03/2014 tentang Penerapan Tata Kelola Terintegrasi Bagi Konglomerasi Keuangan.
Otoritas Jasa Keuangan. (26 Mei 2015). Siaran Pers No. SP 43/DKNS/OJK/05/2015. Presiden Joko Widodo Resmikan Program Transformasi BPD Menuju Bank yang Kompetitif, Kuat dan Kontributif bagi Pembangunan Daerah.
Rejda, G. E. (2012). Principle of Risk Management and Insurance.
Massachussets: Pearson Education.
Rivai, H. Veithzal., Veithzal, A. P., & Idroes, F. N., (2007). Bank and Financial Institution Management: Conventional & Sharia System (1st ed). Jakarta:
PT. Raja Grafindo Persada.
Rose, P. S., & Hudgins, S. C. (2013). Bank Management And Financial Services.
New York: Mc Graw-Hill.
Sekaran, U., & Roger, B. (2013). Research Methods for Business: A skill- Building Approach (6th ed). New York: John Wiley & Sons.
Suciati, N. (2015). Analisis Pengaruh Risk Based Bank Rating (RBBR) terhadap Kinerja Keuangan Perbankan (studi pada Bank Umum yang terdaftar di Bursa Efek Indonesia periode 2010-2014). Jurnal Manajemen, hal.1-18.
Taswan. (2010). Manajemen Perbankan Konsep, Teknik & Aplikasi (2nd ed).
Yogyakarta: UPP STIM YKPN.
Tjondro, D., & Wilopo, R. (2011). Pengaruh Good Corporate Governance (GCG) terhadap Profitabilitas dan Kinerja Saham Perusahaan Perbankan yang Tercatat di Bursa Efek Indonesia. Journal of Business and Banking, 1(1), Hal.1-14.
Wantera, N. L., & Mertha, I Made. (2015). Pengaruh Penerapan Corporate Governance, DPK, CAR dan NPL terhadap Profitabilitas Bank. E-Jurnal Akuntansi Universitas Udayana, 12(2), Hal.1-18.
Widarjono, A. (2009). Ekonometrika Pengantar dan Aplikasinya Untuk Ekonomi dan Bisnis. Edisi Ketiga. Yogyakarta: Ekonisia.
Widati, L. W. (2012). Analisis Pengaruh CAMEL terhadap Kinerja Perusahaan Perbankan yang Go Publik. Jurnal Akuntansi, 1(2), Hal.105-119.
Winarno, W. W. (2011). Analisis Ekonometrika dan Statistika dengan Eviews.
Edisi Ketiga. Yogyakarta: STIM YKPN.
Yulistiani, Igusti Ayu Rini., & Suryantini, Ni Putu Santi. (2016). Pengaruh Perputaran Kas, Kecukupan Modal dan Risiko Operasi terhadap Profitabilitas pada Perusahaan Perbankan di BEI. E-jurnal Manajemen Unud, 1(4), Hal.1-29.
91
Indonesia Banking School
LAMPIRAN I DATA PENELITIAN
No. Nama Bank Periode X1 X2 X3 X4 X5 Y
NPL LDR LnBIA GCG CAR ROA
1
Bank Aceh 2011 0.2563 0.9142 25.61205021 2 0.1827 0.0291 Bank Aceh 2012 0.033 0.8989 25.63625049 2 0.1782 0.0366 Bank Aceh 2013 0.1931 0.868 25.676924 2 0.1756 0.0344 Bank Aceh 2014 0.0258 0.9238 25.70972371 2 0.1779 0.0313 Bank Aceh 2015 0.023 0.8405 25.81668155 2 0.1944 0.0283
2
BPD Bali 2011 0.0057 0.8273 25.17069427 3 0.1173 0.0354 BPD Bali 2012 0.0045 0.806 25.26754714 2.93 0.1679 0.0428 BPD Bali 2013 0.0033 0.8787 25.39248323 2 0.1871 0.0397 BPD Bali 2014 0.0035 0.9641 25.55434808 2 0.2071 0.0392 BPD Bali 2015 0.0196 0.9732 25.71516423 2 0.2444 0.0333
3
BPD Bengkulu 2011 0.0067 0.7514 24.09155641 1.58 0.2284 0.0317 BPD Bengkulu 2012 0.0022 0.9327 24.03709252 1.6 0.1584 0.0341 BPD Bengkulu 2013 0.0038 1.0504 24.0978792 2 0.17 0.041 BPD Bengkulu 2014 0.0039 0.8606 24.24226388 2 0.1725 0.037 BPD Bengkulu 2015 0.0039 0.9138 24.43972605 2 0.2139 0.0288
4
Bank DKI 2011 0.0312 0.7303 25.45942809 1.53 0.0957 0.0232 Bank DKI 2012 0.032 0.735 25.56451573 2 0.123 0.0187 Bank DKI 2013 0.0238 0.952 25.71297367 3 0.1421 0.0315 Bank DKI 2014 0.0438 0.9257 25.96918667 3 0.1796 0.021 Bank DKI 2015 0.0796 0.9114 26.20799679 2 0.2453 0.0089
5
BPD Jateng 2011 0.0104 0.7017 25.97675472 1.95 0.1502 0.0267 BPD Jateng 2012 0.008 0.8262 26.02392456 1.8 0.1438 0.0273 BPD Jateng 2013 0.0072 0.8696 26.15835075 2.2 0.1545 0.0301 BPD Jateng 2014 0.0093 0.8857 26.31448399 2.775 0.1417 0.0284 BPD Jateng 2015 0.0126 0.9054 26.4490949 2.51 0.1487 0.026
6
BPD Jawa
Barat & Banten 2011 0.0121 0.7295
26.51757266 1.502 0.1836 0.0265 BPD Jawa
Barat & Banten 2012 0.0207 0.7409
26.68990322
1.667 0.1811 0.0246
BPD Jawa
Barat & Banten 2013 0.0283 0.9647
26.87132433
2 0.1651 0.0261
BPD Jawa
Barat & Banten 2014 0.0415 0.9318
27.07752518
2 0.1639 0.0194
No Nama Bank Periode X1 X2 X3 X4 X5 Y
NPL LDR LnBIA GCG CAR ROA
6 BPD Jawa
Barat&Banten 2015 0.0291 0.8813 27.19244762 2 0.1585 0.0204
7
BPD Jatim 2011 0.0097 0.8011 26.17799597 1.502 0.1653 0.0497 BPD Jatim 2012 0.0295 0.8355 26.30708766 1.886 0.2656 0.0334 BPD Jatim 2013 0.0344 0.8498 26.41221365 2 0.2372 0.0382 BPD Jatim 2014 0.0331 0.8654 26.49001935 2 0.2217 0.0352 BPD Jatim 2015 0.0429 0.8292 26.62747921 2.202 0.2122 0.0267
8
BPD Kaltim 2011 0.029 0.5995 25.70583789 2 0.1848 0.037 BPD Kaltim 2012 0.0745 0.5678 25.8339716 3 0.2082 0.025 BPD Kaltim 2013 0.0611 0.9077 25.95100669 2 0.1937 0.0278 BPD Kaltim 2014 0.1036 0.7854 26.11769422 2 0.1806 0.0261 BPD Kaltim 2015 0.1035 1.0354 26.14039279 2 0.1985 0.0156
9
BPD Kalbar 2011 0.0015 0.7751 24.85868133 1.525 0.1774 0.0345 BPD Kalbar 2012 0.0017 0.868 25.04102072 1.575 0.1687 0.0333 BPD Kalbar 2013 0.0035 0.872 25.20051742 2 0.1763 0.0342 BPD Kalbar 2014 0.0048 0.8709 25.37491113 3 0.1921 0.0319 BPD Kalbar 2015 0.0056 0.827 25.51451177 3 0.2176 0.0291
10
BPD Kalsel 2011 0.0096 0.633 24.58752825 2.25 0.1765 0.0281 BPD Kalsel 2012 0.0183 0.5577 24.68733181 2.75 0.1822 0.0127 BPD Kalsel 2013 0.018 0.8538 24.79886581 2 0.1792 0.0233 BPD Kalsel 2014 0.0386 0.9144 24.93259322 3 0.2112 0.0268 BPD Kalsel 2015 0.0433 1.0055 25.15319891 2 0.2191 0.022
11
BPD NTT 2011 0.012 0.9295 24.77577659 2 0.2089 0.0419 BPD NTT 2012 0.012 0.9345 24.93568034 2.125 0.1652 0.0365 BPD NTT 2013 0.013 0.9636 25.07759875 3 0.1726 0.0396 BPD NTT 2014 0.0152 0.8768 25.19155211 3 0.1816 0.0372 BPD NTT 2015 0.0232 0.9009 25.34369245 3 0.2349 0.0344
12
BPD Papua 2011 0.0109 0.4801 25.4419657 2.4 0.2354 0.0301 BPD Papua 2012 0.0084 0.7165 25.56555091 2 0.2142 0.0281 BPD Papua 2013 0.0114 0.8448 25.60849062 2.075 0.184 0.0286 BPD Papua 2014 0.0733 0.8012 25.82959162 2.075 0.1628 0.0102 BPD Papua 2015 0.0963 0.8303 26.01914794 2 0.2222 0.026
13
BPD Riau
Kepri 2011 0.0257 0.6574 25.52442201 2.1 0.2061 0.0262 BPD Riau
Kepri 2012 0.0295 0.6649 25.61133737 2.05 0.1958 0.0295 BPD Riau
Kepri 2013 0.0281 0.876 25.72962586 3 0.1868 0.03 BPD Riau
Kepri 2014 0.0279 0.7772 26.00159756 3 0.1827 0.0337 BPD Riau
Kepri 2015 0.0412 1.1261 26.28288192 2 0.2078 0.0169
93
Indonesia Banking School
No Nama Bank Periode X1 X2 X3 X4 X5 Y
NPL LDR LnBIA GCG CAR ROA
14
BPD Sulsel &
Sulbar 2011 0.0202 1.0193 25.10898926 2.325 0.2362 0.0334 BPD Sulsel &
Sulbar 2012 0.0139 1.1321 25.18930988 2.45 0.22 0.0399 BPD Sulsel &
Sulbar 2013 0.0119 1.1369 25.33343803 2 0.23 0.042 BPD Sulsel &
Sulbar 2014 0.0086 1.0863 25.46362956 3 0.2827 0.0471 BPD Sulsel &
Sulbar 2015 0.0065 1.1717 25.61811803 3 0.2763 0.049
15
BPD Sulut 2011 0.0126 0.9978 24.48756502 1.9 0.1271 0.0201 BPD Sulut 2012 0.0081 1.0888 24.67871327 1.68 0.1876 0.03 BPD Sulut 2013 0.0054 1.1294 24.67871327 2 0.1727 0.0348 BPD Sulut 2014 0.0129 0.901 25.11012406 3 0.1426 0.0216 BPD Sulut 2015 0.0097 0.9509 25.31104205 2.9 0.1379 0.0156
16
BPD Sumbar 2011 0.0276 0.9169 25.37202315 1.825 0.126 0.0268 BPD Sumbar 2012 0.0269 1.0035 25.48121539 2.15 0.1512 0.0265 BPD Sumbar 2013 0.0229 0.9913 25.60029763 3 0.1559 0.0264 BPD Sumbar 2014 0.0252 0.9834 25.65457462 3 0.1576 0.0194 BPD Sumbar 2015 0.0274 0.9924 25.73607676 3 0.1826 0.0228
17
BPD Sumsel
& Babel 2011 0.0146 0.7519 25.32026221 1.6 0.1209 0.0256 BPD Sumsel
& Babel 2012 0.0682 0.7598 25.49174337 1.575 0.1355 0.019 BPD Sumsel
& Babel 2013 0.0901 0.94 25.68474205 3 0.1567 0.0176 BPD Sumsel
& Babel 2014 0.071 0.8597 25.8402106 2 0.1682 0.0213 BPD Sumsel
& Babel 2015 0.0438 0.9543 25.91538956 3 0.1864 0.0218
18
BPD Sumut 2011 0.0256 0.7856 25.7831972 1.475 0.1466 0.0326 BPD Sumut 2012 0.0281 1.019 25.49172302 1.525 0.1324 0.0299 BPD Sumut 2013 0.0383 1.0731 25.67730998 3 0.1446 0.0337 BPD Sumut 2014 0.0547 0.9589 25.88077419 2.8 0.1438 0.026 BPD Sumut 2015 0.05 0.9611 26.27954245 2 0.1441 0.0231
19
BPD
Yogyakarta 2011 0.0119 0.7871 24.48306328 1.775 0.1307 0.0269 BPD
Yogyakarta 2012 0.0083 0.7189 24.54642787 1.775 0.144 0.0256 BPD
Yogyakarta 2013 0.009 0.7367 24.64398215 1.823 0.1569 0.0271 BPD
Yogyakarta 2014 0.0123 0.8034 24.76389399 1.88 0.1661 0.0288 BPD
Yogyakarta 2015 0.0105 0.8099 24.92812257 1.81 0.2022 0.0294
LAMPIRAN II HASIL UJI PENELITIAN
1. Output Statistika Deskriptif
ROA NPL LDR LN_BIA GCG CAR
Mean 0.029103 0.025934 0.875262 25.52686 2.219232 0.180497 Median 0.028600 0.020200 0.876800 25.56555 2.000000 0.178200 Maximum 0.049700 0.103600 1.171700 27.19245 3.000000 0.282700 Minimum 0.008900 0.001500 0.480100 24.03709 1.475000 0.095700 Std. Dev. 0.007905 0.023477 0.132470 0.658864 0.501481 0.036233 Skewness 0.086648 1.601854 -0.291042 -0.033363 0.556081 0.437219 Kurtosis 3.259828 5.262018 3.387895 2.921396 1.935961 3.108156
Jarque-Bera 0.386104 60.88101 1.936756 0.042081 9.377624 3.073007 Probability 0.824439 0.000000 0.379698 0.979179 0.009198 0.215132
Sum 2.764800 2.463700 83.14990 2425.052 210.8270 17.14720 Sum Sq. Dev. 0.005874 0.051809 1.649542 40.80555 23.63941 0.123405
Observations 95 95 95 95 95 95
95
Indonesia Banking School
2. Output Uji Chow
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 6.307589 (18,71) 0.0000
Cross-section Chi-square 90.740958 18 0.0000
Cross-section fixed effects test equation:
Dependent Variable: ROA Method: Panel Least Squares Date: 09/27/16 Time: 13:28 Sample: 2011 2015
Periods included: 5
Cross-sections included: 19
Total panel (balanced) observations: 95
Variable Coefficient Std. Error t-Statistic Prob.
NPL -0.178825 0.030622 -5.839830 0.0000
LDR 0.008979 0.004974 1.805249 0.0744
LN_BIA -0.000126 0.001093 -0.115515 0.9083
GCG -0.000448 0.001315 -0.341021 0.7339
CAR 0.071561 0.018025 3.970046 0.0001
C 0.017184 0.027881 0.616326 0.5393
R-squared 0.411183 Mean dependent var 0.029103 Adjusted R-squared 0.378103 S.D. dependent var 0.007905 S.E. of regression 0.006234 Akaike info criterion -7.256521 Sum squared resid 0.003459 Schwarz criterion -7.095223 Log likelihood 350.6847 Hannan-Quinn criter. -7.191345 F-statistic 12.43009 Durbin-Watson stat 1.046790 Prob(F-statistic) 0.000000
3. Output Uji Hausman
Correlated Random Effects - Hausman Test Equation: Untitled
Test cross-section random effects
Test Summary
Chi-Sq.
Statistic Chi-Sq. d.f. Prob.
Cross-section random 19.221374 5 0.0017
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
NPL -0.170886 -0.187978 0.000434 0.4118
LDR 0.013125 0.007979 0.000009 0.0859
LN_BIA -0.008931 -0.001743 0.000008 0.0105
GCG 0.001304 0.000042 0.000000 0.0132
CAR 0.023002 0.028432 0.000130 0.6338
Cross-section random effects test equation:
Dependent Variable: ROA Method: Panel Least Squares Date: 09/27/16 Time: 13:26 Sample: 2011 2015
Periods included: 5
Cross-sections included: 19
Total panel (balanced) observations: 95
Variable Coefficient Std. Error t-Statistic Prob.
C 0.242976 0.076808 3.163395 0.0023
NPL -0.170886 0.037092 -4.607089 0.0000
LDR 0.013125 0.005350 2.453172 0.0166
LN_BIA -0.008931 0.003179 -2.809392 0.0064
GCG 0.001304 0.001141 1.142690 0.2570
CAR 0.023002 0.020489 1.122624 0.2654
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.773454 Mean dependent var 0.029103 Adjusted R-squared 0.700066 S.D. dependent var 0.007905 S.E. of regression 0.004329 Akaike info criterion -7.832742 Sum squared resid 0.001331 Schwarz criterion -7.187552 Log likelihood 396.0552 Hannan-Quinn criter. -7.572036 F-statistic 10.53923 Durbin-Watson stat 2.292188 Prob(F-statistic) 0.000000
97
Indonesia Banking School
4. Output Regresi (Fixed Effect)
Dependent Variable: ROA Method: Panel Least Squares Date: 09/27/16 Time: 13:30 Sample: 2011 2015
Periods included: 5
Cross-sections included: 19
Total panel (balanced) observations: 95
Variable Coefficient Std. Error t-Statistic Prob.
NPL -0.170886 0.037092 -4.607089 0.0000
LDR 0.013125 0.005350 2.453172 0.0166
LN_BIA -0.008931 0.003179 -2.809392 0.0064
GCG 0.001304 0.001141 1.142690 0.2570
CAR 0.023002 0.020489 1.122624 0.2654
C 0.242976 0.076808 3.163395 0.0023
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.773454 Mean dependent var 0.029103 Adjusted R-squared 0.700066 S.D. dependent var 0.007905 S.E. of regression 0.004329 Akaike info criterion -7.832742 Sum squared resid 0.001331 Schwarz criterion -7.187552 Log likelihood 396.0552 Hannan-Quinn criter. -7.572036 F-statistic 10.53923 Durbin-Watson stat 2.292188 Prob(F-statistic) 0.000000
5. Output Uji Normalitas
0 2 4 6 8 10 12 14 16
-0.010 -0.005 0.000 0.005 0.010
Series: Standardized Residuals Sample 2011 2015
Observations 95 Mean -1.83e-19 Median -4.13e-06 Maximum 0.012386 Minimum -0.009518 Std. Dev. 0.003763 Skewness 0.235273 Kurtosis 3.941719 Jarque-Bera 4.386816 Probability 0.111536
6. Output Asumsi Klasik
a. Output Uji Multikolinieritas
NPL LDR LN_BIA GCG CAR
NPL 1.000000 -0.002625 0.446637 0.042019 0.048910 LDR -0.002625 1.000000 -0.004485 0.189498 0.128396 LN_BIA 0.446637 -0.004485 1.000000 0.058913 0.068304 GCG 0.042019 0.189498 0.058913 1.000000 0.122184 CAR 0.048910 0.128396 0.068304 0.122184 1.000000
b. Output Uji Autokolerasi
Dependent Variable: ROA Method: Panel Least Squares Date: 09/27/16 Time: 13:30 Sample: 2011 2015
Periods included: 5
Cross-sections included: 19
Total panel (balanced) observations: 95
Variable Coefficient Std. Error t-Statistic Prob.
NPL -0.170886 0.037092 -4.607089 0.0000
LDR 0.013125 0.005350 2.453172 0.0166
LN_BIA -0.008931 0.003179 -2.809392 0.0064
GCG 0.001304 0.001141 1.142690 0.2570
CAR 0.023002 0.020489 1.122624 0.2654
C 0.242976 0.076808 3.163395 0.0023
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.773454 Mean dependent var 0.029103 Adjusted R-squared 0.700066 S.D. dependent var 0.007905 S.E. of regression 0.004329 Akaike info criterion -7.832742 Sum squared resid 0.001331 Schwarz criterion -7.187552 Log likelihood 396.0552 Hannan-Quinn criter. -7.572036 F-statistic 10.53923 Durbin-Watson stat 2.292188 Prob(F-statistic) 0.000000
99
Indonesia Banking School
c. Output Uji Heteroskedastisitas
Dependent Variable: LOG(RESID2) Method: Panel Least Squares Date: 09/27/16 Time: 13:52 Sample: 2011 2015
Periods included: 5
Cross-sections included: 19
Total panel (balanced) observations: 95
Variable Coefficient Std. Error t-Statistic Prob.
NPL 12.14455 20.80259 0.583800 0.5612
LDR 1.473175 3.000709 0.490943 0.6250
LN_BIA -1.197343 1.782850 -0.671589 0.5040
GCG -0.547661 0.640147 -0.855524 0.3951
CAR -0.098279 11.49104 -0.008553 0.9932
C 17.34223 43.07709 0.402586 0.6885
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.375974 Mean dependent var -12.85093 Adjusted R-squared 0.173825 S.D. dependent var 2.671295 S.E. of regression 2.428051 Akaike info criterion 4.826121 Sum squared resid 418.5758 Schwarz criterion 5.471311 Log likelihood -205.2408 Hannan-Quinn criter. 5.086826 F-statistic 1.859884 Durbin-Watson stat 2.463148 Prob(F-statistic) 0.024781
CURRICULUM VITAE
Personal Information
Education Background Full Name : Nabilah
Place, Date of birth : Tangerang, January 31st 1994
Gender : Female
Nationality : Indonesia Religion : Moslem Marital statue : Single
Address : Jl. Raden Saleh No.50 RT/RW 02/004, Karang Tengah, Tangerang
Phone Number : 081517334749 E-mail : [email protected]
2012 – 2016 : STIE Indonesia Banking School, Jakarta (Majoring Accounting) 2009 – 2012 : SMA Negri 63, Jakarta (Senior High School)
2006 – 2009 : MTs. Annajah, Jakarta (Junior High School)
2000 – 2006 : SD Islam Ar-Rahman, Tangerang (Elementary School) 1997 – 2000 : TK Islam Ar-Rahman, Tangerang (Kindergarten)